-3.3%
FISV vs RVTY
+139.0%
-142.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | -7.2% | -7.4% | +0.2% | -4.8% |
| 30D | -7.2% | +4.5% | -11.7% | -8.6% |
| 3M | -8.2% | +19.5% | -27.6% | -14.0% |
| 6M | -17.7% | +34.1% | -51.8% | -26.5% |
| YTD | -27.2% | +25.3% | -52.4% | -33.5% |
| 1Y | -63.0% | +47.0% | -110.0% | -68.0% |
| 3Y | -59.8% | +14.1% | -73.9% | -63.8% |
| 5Y | -55.8% | -34.6% | -21.2% | -51.5% |
| All | -3.3% | +139.0% | -142.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling